UC WAR. CALL 12/24 ACR/ DE000HC7M836 /
6/12/2024 9:45:09 PM | Chg.+0.430 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.960EUR | +7.78% | 5.900 Bid Size: 1,000 |
6.120 Ask Size: 1,000 |
ACCOR SA INH. ... | 35.00 - | 12/18/2024 | Call |
Master data
WKN: | HC7M83 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ACCOR SA INH. EO 3 |
Type: | Warrant |
Option type: | Call |
Strike price: | 35.00 - |
Maturity: | 12/18/2024 |
Issue date: | 6/23/2023 |
Last trading day: | 12/17/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.78 |
Leverage: | Yes |
Calculated values
Fair value: | 4.76 |
---|---|
Intrinsic value: | 3.59 |
Implied volatility: | 0.30 |
Historic volatility: | 0.19 |
Parity: | 3.59 |
Time value: | 2.10 |
Break-even: | 40.69 |
Moneyness: | 1.10 |
Premium: | 0.05 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.21 |
Spread %: | 3.83% |
Delta: | 0.74 |
Theta: | -0.01 |
Omega: | 5.03 |
Rho: | 0.12 |
Quote data
Open: | 5.530 |
---|---|
High: | 5.960 |
Low: | 5.530 |
Previous Close: | 5.530 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -2.30% | ||
---|---|---|---|
1 Month | -18.80% | ||
3 Months | -19.57% | ||
YTD | +63.74% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 6.100 | 5.530 |
---|---|---|
1M High / 1M Low: | 7.550 | 5.530 |
6M High / 6M Low: | 9.460 | 3.480 |
High (YTD): | 3/26/2024 | 9.460 |
Low (YTD): | 1/3/2024 | 3.480 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 5.844 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 6.512 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 5.976 | |
Avg. volume 6M: | .080 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 55.82% | |
Volatility 6M: | 92.01% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |